John B. Lee

University of Auckland

Senior Lecturer

Private Bag 92019

Auckland, 1001

New Zealand

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 32,882

SSRN RANKINGS

Top 32,882

in Total Papers Downloads

1,333

SSRN RANKINGS

Top 26,977

in Total Papers Citations

9

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Scholarly Papers (5)

1.

Are Men More Optimistic?

Number of pages: 54 Posted: 16 Nov 2007 Last Revised: 21 Jan 2009
Ben Jacobsen, John B. Lee and Wessel Marquering
Tilburg University - TIAS School for Business and Society, University of Auckland and Erasmus University Rotterdam (EUR) - Department of Financial Management
Downloads 594 (43,667)

Abstract:

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Optimism, Pessimism, Gender Difference, Consumer Confidence, Economic Indicators, Risk Aversion

2.

Time-Varying Rare Disaster Risk and Stock Returns

Number of pages: 64 Posted: 18 Mar 2010 Last Revised: 12 Oct 2010
Henk Berkman, Ben Jacobsen and John B. Lee
University of Auckland - Business School, Tilburg University - TIAS School for Business and Society and University of Auckland
Downloads 551 (48,083)

Abstract:

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Equity Premium, Volatility, Rare Disasters, International Political Crises, Consumption

3.

Targeting Market Neutrality

UNSW Business School Research Paper
Number of pages: 31 Posted: 20 Jan 2017 Last Revised: 15 Sep 2017
University of Auckland, UNSW Business School, University of New South Wales, UNSW Australia Business School, School of Banking and Finance and Commonwealth Bank of Australia
Downloads 111 (242,552)

Abstract:

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Beta forecasting, portfolio optimization, short-horizon forecasting

4.

Gender Differences in Optimism and Asset Allocation

Number of pages: 54 Posted: 16 Nov 2007
Tilburg University - TIAS School for Business and Society, University of Auckland, Erasmus University Rotterdam (EUR) - Department of Financial Management and Nottingham University Business School China
Downloads 76 (309,187)

Abstract:

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Optimism, Pessimism, Gender Difference, Consumer Confidence, Economic Indicators, Risk Aversion

5.

Rare Disaster Risk and the Expected Equity Risk Premium

Accounting & Finance, Vol. 57, Issue 2, pp. 351-372, 2017
Number of pages: 22 Posted: 03 Jun 2017
Henk Berkman, Ben Jacobsen and John B. Lee
University of Auckland - Business School, Tilburg University - TIAS School for Business and Society and University of Auckland
Downloads 1 (639,245)
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Abstract:

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Consumption risk, Equity premium, International political crises, Market risk premium, Rare disasters